Numerical methods for mean-field stochastic differential equations with jumps.
Yabing SunWeidong ZhaoPublished in: Numer. Algorithms (2021)
Keyphrases
- numerical methods
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- markov chain
- markov random field
- partial differential equations
- additive gaussian noise
- closed form
- fractional brownian motion
- image denoising
- dynamical systems
- stochastic process
- em algorithm
- long range
- level set method
- posterior distribution
- special case
- multiscale
- denoising
- diffusion process
- non stationary
- graph cuts